-1.5%
CNC vs VFC
-28.9%
+27.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.2% |
| 7D | -3.9% | -4.0% | +0.1% | -3.7% |
| 30D | +0.8% | -14.6% | +15.4% | +1.4% |
| 3M | +0.1% | -23.1% | +23.2% | +1.1% |
| 6M | +79.7% | -25.2% | +104.9% | +81.0% |
| YTD | +58.9% | -29.5% | +88.4% | +60.5% |
| 1Y | +109.1% | -14.4% | +123.5% | +109.4% |
| All | -1.5% | -28.9% | +27.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling